Results 71 to 80 of about 57,558 (274)
The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight? [PDF]
This note investigates the transmission of volatility from longer maturities to the overnight segment of the Euro area money market. I use non-parametric estimates of the daily variance of swap rates to test for block exogeneity with respect to the ...
Zagaglia, Paolo
core
FEBS Open Bio, EarlyView.What factors make for an effective digital learning tool in Higher Education? This systematic review identifies elements of a digital tool that published examples reveal to be features of an engaging and impactful digital tool. A systematic literature search yielded 25 research papers for analysis.
Akmal Arzeman +4 more
wiley +1 more source
FEBS Open Bio, EarlyView.KHS‐Cnd peptide is able to impair biofilm formation and disaggregate mature biofilms in Acinetobacter baumannii clinical isolates. Differences in extracellular metabolites reflect changes in biofilm metabolism due to KHS‐Cnd treatment. Among the differentially represented extracellular metabolites upon KHS‐Cnd treatment, the significantly altered ...
Fernando Porcelli +9 more
wiley +1 more source
A Consistent Pricing Model for Index Options and Volatility Derivatives [PDF]
We propose and study a flexible modeling framework for the joint dynamics of an index and a set of forward variance swap rates written on this index, allowing options on forward variance swaps and options on the underlying index to be priced consistently.
Cont, Rama, Kokholm, Thomas
core
LIBOR additive model calibration to swaptions markets [PDF]
, 2008 In the current paper, we introduce a new calibration methodology for the LIBOR market model driven by LIBOR additive processes based in an inverse problem.
Colino, Jesús P. +2 more
core +1 more source
FEBS Open Bio, EarlyView.RoboMic is an automated confocal microscopy pipeline for high‐throughput functional imaging in living cells. Demonstrated with fluorescence recovery after photobleaching (FRAP), it integrates AI‐driven nuclear segmentation, ROI selection, bleaching, and analysis.
Selçuk Yavuz +6 more
wiley +1 more source
A SIMPLE CLOSED-FORM FORMULA FOR PRICING DISCRETELY-SAMPLED VARIANCE SWAPS UNDER THE HESTON MODEL [PDF]
, 2014 Sanae Rujivan, Song‐Ping Zhu
openalex +1 more source
Efficient Monte Carlo sampling by parallel marginalization
, 2007 Markov chain Monte Carlo sampling methods often suffer from long correlation times. Consequently, these methods must be run for many steps to generate an independent sample. In this paper a method is proposed to overcome this difficulty.
Weare, Jonathan
core +2 more sources
FEBS Open Bio, EarlyView.CRISPRI‐mediated gene silencing and phenotypic exploration in nontuberculous mycobacteria. In this Research Protocol, we describe approaches to control, monitor, and quantitatively assess CRISPRI‐mediated gene silencing in M. smegmatis and M. abscessus model organisms.
Vanessa Point +7 more
wiley +1 more source
Global variance term premia and intermediary risk appetite
, 2016 Sellers of variance swaps earn time-varying risk premia for their exposure to realized variance, the level of variance swap rates, and the slope of the variance swap curve.
Van Tassel, Peter, Vogt, Erik
core